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Working Papers

From Czech National Bank
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2021/1: Deriving Equity Risk Premium Using Dividend Futures Downloads
Martin Časta
2020/15: How Bad Are Trade Wars? Evidence from Tariffs Downloads
Petr Polak, Nikol Polakova and Anna Tlusta
2020/14: The Effect of Monetary Policy on House Prices - How Strong is the Transmission? Downloads
Dominika Ehrenbergerova and Josef Bajzik
2020/13: Composite Survey Sentiment as a Predictor of Future Market Returns: Evidence for German Equity Indices Downloads
Zuzana Rakovská
2020/12: A Top-down Stress-testing Framework for the Nonfinancial Corporate Sector Downloads
Vojtech Siuda
2020/11: Estimating Commercial Property Price Misalignment in the CEE Countries Downloads
Hana Hejlova, Michal Hlavacek and Blanka Vackova
2020/10: The Power of Sentiment: Irrational Beliefs of Households and Consumer Loan Dynamics Downloads
Zuzana Rakovská, Dominika Ehrenbergerova and Martin Hodula
2020/9: The Intertemporal Cost of Living and Dynamic Inflation: The Case of the Czech Republic Downloads
Ivan Sutoris
2020/8: On the Determinants of Life and Non-Life Insurance Premiums Downloads
Martin Hodula, Jan Janku, Martin Časta and Adam Kučera
2020/7: The g3+ Model: An Upgrade of the Czech National Bank's Core Forecasting Framework Downloads
František Brázdik, Tibor Hledik, Zuzana Humplova, Iva Martonosi, Karel Musil, Jakub Rysanek, Tomas Sestorad, Jaromir Tonner, Stanislav Tvrz and Jan Žáček
2020/6: A Model of the Euro Area, China and the United States: Trade Links and Trade Wars Downloads
Volha Audzei and Jan Bruha
2020/5: Does Capital-Based Regulation Affect Bank Pricing Policy? Downloads
Dominika Ehrenbergerova, Martin Hodula and Zuzana Rakovská
2020/4: Sovereign Capital, External Balance, and the Investment-Based Balassa-Samuelson Effect in a Global Dynamic Equilibrium Downloads
Alexis Derviz
2020/3: Growth-at-Risk: Bayesian Approach Downloads
Milan Szabo
2020/2: Finance, Growth and (Macro)Prudential Policy: European Evidence Downloads
Martin Hodula and Ngoc Anh Ngo
2020/1: Dynamics of Czech Inflation: The Role of the Trend and the Cycle Downloads
Michal Franta and Ivan Sutoris
2019/12: The Elasticity of Substitution between Domestic and Foreign Goods: A Quantitative Survey Downloads
Josef Bajzik, Tomas Havranek, Zuzana Irsova and Jiří Schwarz
2019/11: Too Much of a Good Thing? Households' Macroeconomic Conditions and Credit Dynamics Downloads
Martin Hodula, Simona Malovana and Jan Frait
2019/10: Introducing a New Index of Households' Macroeconomic Conditions Downloads
Martin Hodula, Simona Malovana and Jan Frait
2019/9: How to Improve the Model Selection Procedure in a Stress-testing Framework Downloads
Jiri Panos and Petr Polak
2019/8: Death to the Cobb-Douglas Production Function? A Quantitative Survey of the Capital-Labor Substitution Elasticity Downloads
Sebastian Gechert, Tomas Havranek, Zuzana Irsova and Dominika Ehrenbergerova
2019/7: Coexistence of Physical and Crypto Assets in a Stochastic Endogenous Growth Model Downloads
Alexis Derviz
2019/6: Introducing Macro-Financial Variables into a Semi-Structural Model Downloads
Dominika Ehrenbergerova and Simona Malovana
2019/5: Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place Downloads
Martin Hodula
2019/4: Banks' Credit Losses and Provisioning over the Business Cycle: Implications for IFRS 9 Downloads
Simona Malovana and Zaneta Tesarova
2019/3: Monetary Policy Is Not Always Systematic and Data-Driven: Evidence from the Yield Curve Downloads
Ales Bulir and Jan Vlcek
2019/2: The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters Downloads
Dominika Kolcunová and Simona Malovana
2019/1: The Czech Exchange Rate Floor: Depreciation without Inflation? Downloads
Jaromir Baxa and Tomas Sestorad
2018/19: Independent Monetary Policy Versus a Common Currency: A Macroeconomic Analysis for the Czech Republic Through the Lens of an Applied DSGE Model Downloads
Jan Bruha and Jaromir Tonner
2018/18: Assessing the External Demand of the Czech Economy: Nowcasting Foreign GDP Using Bridge Equations Downloads
Tomas Adam and Filip Novotný
2018/17: Labour Market Flows over the Business Cycle: The Role of the Participation Margin Downloads
Kamil Galuscak, Jan Šolc and Paweł Strzelecki
2018/16: Off the Radar: Exploring the Rise of Shadow Banking in the EU Downloads
Martin Hodula
2018/15: The Leverage Ratio and Its Impact on Capital Regulation Downloads
Lukas Pfeifer, Martin Hodula, Libor Holub and Zdenek Pikhart
2018/14: What Influences Private Investment? The Case of the Czech Republic Downloads
Martin Gurtler
2018/13: How Do Large Banking Groups Manage the Efficiency of Their Subsidiaries? Evidence from CEE Downloads
Václav Hausenblas and Jitka Lesanovska
2018/12: The Pro-Cyclicality of Risk Weights for Credit Exposures in the Czech Republic Downloads
Simona Malovana
2018/11: A Macroeconomic Forecasting Model of the Fixed Exchange Rate Regime for the Oil-Rich Kazakh Economy Downloads
Tibor Hledik, Karel Musil, Jakub Rysanek and Jaromir Tonner
2018/10: Balance Sheet Implications of the Czech National Bank's Exchange Rate Commitment Downloads
Michal Franta, Tomas Holub and Branislav Saxa
2018/9: Estimating the Effective Lower Bound on the Czech National Bank's Policy Rate Downloads
Dominika Kolcunová and Tomas Havranek
2018/8: Sparse Restricted Perception Equilibrium Downloads
Volha Audzei and Sergey Slobodyan
2018/7: Quantifying the Natural Rate of Interest in a Small Open Economy - The Czech Case Downloads
Tibor Hledik and Jan Vlcek
2018/6: What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic? A Bank-level Analysis Downloads
Václav Brož and Michal Hlaváček
2018/5: A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example Downloads
Lukas Pfeifer and Martin Hodula
2018/4: Asset Prices in a Production Economy with Long-run and Idiosyncratic Risk Downloads
Ivan Sutoris
2018/3: The Likelihood of Effective Lower Bound Events Downloads
Michal Franta
2018/2: Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe Downloads
Sona Benecka, Ludmila Fadejeva and Martin Feldkircher
2018/1: Non-base Wage Components as a Source of Wage Adaptability to Shocks: Evidence from European Firms, 2010-2013 Downloads
Jan Babecký, Clémence Berson, Ludmila Fadejeva, Ana Lamo, Petra Marotzke, Fernando Martins and Paweł Strzelecki
2017/16: Firm Investment, Financial Constraints and Monetary Transmission: An Investigation with Czech Firm-Level Data Downloads
Oxana Babecká-Kucharčuková and Renata Pasalicova
2017/15: Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis Downloads
Václav Brož, Lukas Pfeifer and Dominika Kolcunová
2017/14: Wage Dynamics and Financial Performance: Evidence from Czech Firms Downloads
Jan Babecký, Kamil Galuscak and Diana Zigraiova
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